-14.6%
SNPS vs GIS
-33.5%
+18.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.8% |
| 7D | -5.5% | -8.3% | +2.8% | -7.1% |
| 30D | -5.8% | +2.2% | -7.9% | -5.2% |
| 3M | -17.2% | +15.7% | -32.9% | -14.0% |
| 6M | -10.4% | -12.0% | +1.6% | -12.2% |
| YTD | -16.5% | -15.0% | -1.6% | -18.4% |
| 1Y | -35.6% | -20.1% | -15.5% | -37.8% |
| 3Y | -14.6% | -34.6% | +20.0% | -20.2% |
| All | -14.6% | -33.5% | +18.9% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling